Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 68.476799 77.306782 87.571476 100.575148 116.895447 137.114015 164.761287
2024-12-22 54.118769 64.258384 77.089327 95.077964 120.673757 157.677099 219.580773
2024-12-29 49.462512 61.032336 76.682904 100.569837 138.656173 202.953037 338.906679
2025-01-05 44.490645 56.244329 72.842228 99.673777 146.116328 234.730121 466.873635
2025-01-12 40.290400 51.817679 68.608100 96.938702 149.225043 259.794042 615.869867
2025-01-19 36.378753 47.308147 63.552331 91.755949 146.167450 270.221200 744.120805
2025-01-26 35.583241 47.232731 65.215095 98.205140 167.788599 354.573534 1476.519125
2025-02-02 34.943377 47.280744 67.021619 105.256082 193.766538 481.279576 4268.169606
2025-02-09 33.502223 45.911257 66.252749 107.160832 208.520786 593.213703 17363.293071
2025-02-16 31.801043 43.966049 64.247698 106.146742 215.332811 685.573817 741044.502500
2025-02-23 30.273832 42.178249 62.322927 104.951680 221.330456 790.130950 NaN
2025-03-02 28.647573 40.110811 59.696563 101.800966 220.399549 855.386392 NaN
2025-03-09 27.344687 38.571673 58.033716 100.889838 227.657808 1019.644436 NaN
2025-03-16 25.596785 36.186291 54.623283 95.519234 218.335063 1025.832978 NaN
2025-03-23 25.297244 36.233618 55.772753 101.063753 250.589194 1665.794817 NaN
2025-03-30 24.308539 35.019705 54.378537 100.161607 258.296626 2103.690377 NaN
2025-04-06 23.213804 33.555433 52.372761 97.405677 257.253030 2406.636463 NaN
2025-04-13 21.951505 31.735563 49.543719 92.184223 243.726981 2295.229760 NaN
2025-04-20 21.935105 32.110645 51.103816 98.681761 287.180070 5667.696900 NaN
2025-04-27 21.925936 32.494062 52.720636 105.787690 342.799647 37765.398257 NaN
2025-05-04 21.469537 32.030936 52.524483 107.707668 372.462585 NaN NaN
2025-05-11 20.816601 31.168888 51.406928 106.685451 382.932498 NaN NaN
2025-05-18 20.192879 30.331478 50.283296 105.480869 391.843357 NaN NaN